aftGL_LT {psbcGroup} | R Documentation |
Function to Fit the Penalized Parametric Bayesian Accelerated Failure Time Model with Group Lasso Prior for Left-Truncated and Interval-Censored Data
Description
Penalized parametric Bayesian accelerated failure time model with group lasso prior is implemented to analyze left-truncated and interval-censored survival data with high-dimensional covariates.
Usage
aftGL_LT(Y, X, XC, grpInx, hyperParams, startValues, mcmcParams)
Arguments
Y |
Outcome matrix with three column vectors corresponding to lower and upper bounds of interval-censored data and left-truncation time |
X |
Covariate matrix |
XC |
Matrix for confound variables: |
grpInx |
a vector of |
hyperParams |
a list containing hyperparameter values in hierarchical models:
( |
startValues |
a list containing starting values for model parameters. See Examples below. |
mcmcParams |
a list containing variables required for MCMC sampling. Components include,
|
Value
aftGL_LT
returns an object of class aftGL_LT
.
Author(s)
Kyu Ha Lee, Harrison Reeder
References
Reeder, H., Haneuse, S., Lee, K. H. (2024+).
Group Lasso Priors for Bayesian Accelerated Failure Time Models with Left-Truncated and Interval-Censored Data. under review
See Also
Examples
## Not run:
data(survData)
X <- survData[,c(4:5)]
XC <- NULL
n <- dim(survData)[1]
p <- dim(X)[2]
q <- 0
c0 <- rep(0, n)
yL <- yU <- survData[,1]
yU[which(survData[,2] == 0)] <- Inf
Y <- cbind(yL, yU, c0)
grpInx <- 1:p
K <- length(unique(grpInx))
#####################
## Hyperparameters
a.sigSq= 0.7
b.sigSq= 0.7
mu0 <- 0
h0 <- 10^6
v = 10^6
hyperParams <- list(a.sigSq=a.sigSq, b.sigSq=b.sigSq, mu0=mu0, h0=h0, v=v)
###################
## MCMC SETTINGS
## Setting for the overall run
##
numReps <- 100
thin <- 1
burninPerc <- 0.5
## Tuning parameters for specific updates
##
L.beC <- 50
M.beC <- 1
eps.beC <- 0.001
L.be <- 100
M.be <- 1
eps.be <- 0.001
mu.prop.var <- 0.5
sigSq.prop.var <- 0.01
##
mcmcParams <- list(run=list(numReps=numReps, thin=thin, burninPerc=burninPerc),
tuning=list(mu.prop.var=mu.prop.var, sigSq.prop.var=sigSq.prop.var,
L.beC=L.beC, M.beC=M.beC, eps.beC=eps.beC,
L.be=L.be, M.be=M.be, eps.be=eps.be))
#####################
## Starting Values
w <- log(Y[,1])
mu <- 0.1
beta <- rep(2, p)
sigSq <- 0.5
tauSq <- rep(0.4, p)
lambdaSq <- 100
betaC <- rep(0.11, q)
startValues <- list(w=w, beta=beta, tauSq=tauSq, mu=mu, sigSq=sigSq,
lambdaSq=lambdaSq, betaC=betaC)
fit <- aftGL_LT(Y, X, XC, grpInx, hyperParams, startValues, mcmcParams)
## End(Not run)